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