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