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