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