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