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