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