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