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