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