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