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