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