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