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