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