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