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