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