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