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