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