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)(25,26,30,31)(27,28,33,36)(29,32,38,39)(34,35,37,40)(1,2,4,3)(5,6,7,8)(11,17)(15,20)(18,23)(22,24)(26,31)(27,33)(32,39)(34,37)(5,6)(7,8)(9,10,13,14)(11,15,17,20)(12,16,19,21)(18,22,23,24)(25,27)(26,28)(29,37)(30,33)(31,36)(32,40)(34,38)(35,39)(1,3,4,2)(9,11,13,17)(10,15,14,20)(12,18,19,23)(16,22,21,24)(25,28)(26,27)(29,35)(30,36)(31,33)(32,34)(37,39)(38,40)(9,12)(10,16)(11,18)(13,19)(14,21)(15,22)(17,23)(20,24)(25,29,30,38)(26,32,31,39)(27,34,33,37)(28,35,36,40)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.