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