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