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