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