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