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