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