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