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