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