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