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