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)(11,21,24,36)(12,25,29,34)(13,19,14,18)(16,30,32,23)(17,27,35,28)(22,31,39,40)(26,37,38,33)(1,3,5,4)(2,6,7,8)(9,11,14,30,15,24,13,23)(10,16,19,36,20,32,18,21)(12,22,27,26,29,39,28,38)(17,31,34,33,35,40,25,37)(2,7)(6,8)(9,11,15,24)(10,16,20,32)(12,26,29,38)(13,30,14,23)(17,33,35,37)(18,36,19,21)(22,28,39,27)(25,40,34,31)(1,4,5,3)(2,8,7,6)(9,12,15,29)(10,17,20,35)(11,22,24,39)(13,28,14,27)(16,31,32,40)(18,25,19,34)(21,37,36,33)(23,38,30,26)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.