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