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