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