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