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