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