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