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