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