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