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