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