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