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