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