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)(11,15,21,31)(12,16,25,35)(13,19)(14,17)(18,28)(20,29)(22,30,23,36)(24,32)(26,34,27,33)(37,40)(38,39)(1,3,5,8)(2,6,4,7)(9,11,14,22,13,21,28,23)(10,15,17,30,19,31,18,36)(12,24,26,37,25,38,27,20)(16,32,34,40,35,39,33,29)(1,2,5,4)(3,6,8,7)(9,12,13,25)(10,16,19,35)(11,20,21,37)(14,27,28,26)(15,29,31,40)(17,33,18,34)(22,38,23,24)(30,39,36,32)(1,4,5,2)(3,6,8,7)(10,17,19,18)(11,21)(15,30,31,36)(16,33,35,34)(20,37)(22,23)(24,38)(29,39,40,32)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.