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