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)(11,15)(12,23,25,36)(13,16)(14,18)(17,26,33,28)(19,29)(20,37,24,40)(21,30)(22,32)(27,35)(31,38,34,39)(1,3,5,8)(2,6,4,7)(9,11,19,22,13,21,14,27)(10,15,29,32,16,30,18,35)(12,24,26,38,25,20,28,39)(17,34,23,37,33,31,36,40)(1,2,5,4)(3,6,8,7)(10,16)(14,19)(15,30)(17,33)(22,27)(26,28)(31,34)(38,39)(1,4,5,2)(3,6,8,7)(9,12)(10,17)(11,20,21,24)(13,25)(14,28)(15,31,30,34)(16,33)(18,36)(19,26)(22,39,27,38)(23,29)(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.