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