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