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