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