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