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