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