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