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