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