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