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