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