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