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