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