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