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