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