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