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