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