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