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