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