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