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