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