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)(11,13)(12,14)(15,16)(17,18,22,20)(19,24,21,23)(25,26,29,30)(27,33,35,31)(28,32,36,37)(34,39,40,38)(1,3,6,5)(2,4,7,8)(9,11)(10,13)(12,16)(14,15)(26,30)(28,36)(31,33)(34,40)(2,7)(4,8)(10,12)(11,15)(17,19,22,21)(18,23,20,24)(25,26)(27,31)(28,32)(29,30)(33,35)(34,38)(36,37)(39,40)(1,4,6,8)(2,3,7,5)(9,12,14,10)(11,16,15,13)(17,20,22,18)(19,23,21,24)(25,27,29,35)(26,31,30,33)(28,34,36,40)(32,38,37,39)(1,5,6,3)(2,8,7,4)(9,13,14,16)(10,15,12,11)(17,21,22,19)(18,23,20,24)(25,28)(26,32)(27,34)(29,36)(30,37)(31,38)(33,39)(35,40)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.