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