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