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