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