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