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