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