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