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