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