One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,3,4)(5,6)(7,8)(9,10)(11,23)(12,18)(13,30)(14,21)(15,20)(16,22)(17,26)(19,33)(24,25)(27,37)(28,36)(29,32)(31,34)(35,38)(39,40)(9,11,16,28)(10,17,22,37)(12,29,19,38)(13,32,34,35)(14,27,15,26)(18,25,33,40)(20,36,21,23)(24,30,39,31)(2,4)(9,12,16,19)(10,18,22,33)(11,24,28,39)(13,20,34,21)(14,30,15,31)(17,35,37,32)(23,25,36,40)(26,38,27,29)(6,8)(9,13,15,33,16,34,14,18)(10,19,21,30,22,12,20,31)(11,25,27,35,28,40,26,32)(17,24,36,29,37,39,23,38)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.