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