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