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