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