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