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