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