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