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