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