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