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