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