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