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