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