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