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