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