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