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