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