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