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