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