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