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