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