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