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