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