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