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