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