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