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