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