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