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