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