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)(11,21)(12,26,30,34)(13,19)(14,18)(15,20)(16,23)(17,28,35,29)(22,37,39,31)(24,32)(25,36)(27,40,38,33)(1,3,4,2,6,7,5,8)(9,11,13,24,15,25,14,23)(10,16,19,21,20,32,18,36)(12,27,28,39,30,38,29,22)(17,33,26,37,35,40,34,31)(2,3)(4,5)(7,8)(9,12,13,28,15,30,14,29)(10,17,18,34,20,35,19,26)(11,22,23,38,25,39,24,27)(16,31,21,33,32,37,36,40)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.