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