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