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