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