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