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