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