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