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)(25,26,31,29)(27,34,30,32)(28,33,38,37)(35,40,36,39)(3,8)(5,6)(12,19)(16,22)(18,23)(20,24)(25,27,31,30)(26,32,29,34)(28,36,38,35)(33,40,37,39)(1,3,4,8)(2,5,7,6)(10,15)(11,17)(16,22)(18,23)(25,27,31,30)(26,32,29,34)(28,36,38,35)(33,40,37,39)(1,3)(2,5)(4,8)(6,7)(9,11)(10,13)(12,18)(14,17)(15,21)(16,20)(19,23)(22,24)(25,28,31,38)(26,33,29,37)(27,35,30,36)(32,39,34,40)(1,3)(2,6)(4,8)(5,7)(9,12,14,19)(10,16,15,22)(11,18,17,23)(13,20,21,24)(25,29,31,26)(27,32,30,34)(28,37,38,33)(35,39,36,40)(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)(26,34,29,32)(28,36,38,35)(33,40,37,39)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.