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