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