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