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