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