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