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