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