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