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