One vertex per element, one color per generator, with an edge from x to x·s.
(2,4)(6,8)(9,10,14,20)(11,22,25,33)(12,27,30,17)(13,21,15,19)(16,26,18,24)(23,34,39,38)(28,32,40,35)(29,36,31,37)(1,2,3,4)(9,11,15,26,14,25,13,24)(10,16,21,33,20,18,19,22)(12,28,31,23,30,40,29,39)(17,34,37,32,27,38,36,35)(5,6,7,8)(9,12,14,30)(10,17,20,27)(11,23,25,39)(13,31,15,29)(16,32,18,35)(19,37,21,36)(22,38,33,34)(24,40,26,28)(2,4)(9,11,14,25)(10,18,20,16)(12,23,30,39)(13,26,15,24)(17,35,27,32)(19,22,21,33)(28,29,40,31)(34,37,38,36)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.