One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,7)(3,6,4,8)(9,10)(11,18)(12,16)(13,22)(14,17)(15,21)(19,24)(20,23)(25,26,30,31)(27,35,38,32)(28,29,34,33)(36,39,37,40)(1,3,5,4)(2,6,7,8)(9,11)(10,15)(12,19)(13,20)(14,21)(16,23)(17,18)(22,24)(25,27,30,38)(26,32,31,35)(28,37,34,36)(29,39,33,40)(1,4,5,3)(2,6,7,8)(9,12,14,13)(10,16,17,22)(11,19,21,20)(15,23,18,24)(26,31)(27,35)(28,34)(32,38)(36,39)(37,40)(9,13,14,12)(10,16,17,22)(11,20,21,19)(15,23,18,24)(25,28,30,34)(26,33,31,29)(27,36,38,37)(32,39,35,40)(11,21)(15,18)(19,20)(23,24)(25,29,30,33)(26,34,31,28)(27,37,38,36)(32,39,35,40)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.