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