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