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