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