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