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