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