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