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