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)(11,17)(12,14)(13,21)(15,19)(16,20)(18,24)(22,23)(25,26)(27,32)(28,33)(29,31)(30,34)(35,40)(36,38)(37,39)(1,3,5,8)(2,6,7,4)(10,14)(15,23)(16,21)(17,24)(26,31)(27,35)(28,30)(32,39)(36,37)(38,40)(9,11,12,18)(10,15,14,23)(13,22,20,19)(16,24,21,17)(25,27,29,36)(26,32,31,38)(28,35,30,37)(33,40,34,39)(1,4,5,6)(2,3,7,8)(10,16)(13,20)(14,21)(15,24)(17,23)(19,22)(25,28,29,30)(26,33,31,34)(27,35,36,37)(32,40,38,39)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.