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