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)(11,17,19,14)(12,20)(13,16)(15,21)(18,22,24,23)(25,26)(27,34)(28,33)(29,37)(30,32)(31,35)(36,40)(38,39)(1,3,6,2)(4,7,5,8)(9,11)(10,14)(12,18)(13,19)(15,22)(16,17)(20,23)(21,24)(25,27,30,36)(26,31,32,39)(28,35,29,38)(33,40,37,34)(2,3)(7,8)(9,12,13,21)(10,15,16,20)(11,18,19,24)(14,22,17,23)(26,32)(31,39)(33,37)(34,40)(10,16)(14,17)(15,20)(22,23)(25,28,30,29)(26,33,32,37)(27,35,36,38)(31,40,39,34)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.