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