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