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