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