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)(11,19)(12,22)(13,16)(14,17)(15,18)(20,21)(23,24)(25,26)(27,34)(28,33)(29,32)(30,31)(35,40)(36,39)(37,38)(1,3,5,8)(2,6,7,4)(9,11,15,13)(10,16,18,19)(12,20,17,23)(14,21,22,24)(27,29)(32,34)(35,36)(39,40)(1,3)(2,4)(5,8)(6,7)(12,17)(14,22)(20,23)(21,24)(25,27,31,29)(26,32,30,34)(28,36,38,35)(33,40,37,39)(1,4)(2,3)(5,6)(7,8)(9,12,15,17)(10,14,18,22)(11,20,13,23)(16,21,19,24)(25,28,31,38)(26,33,30,37)(27,35,29,36)(32,39,34,40)(9,13,15,11)(10,16,18,19)(12,20,17,23)(14,24,22,21)(25,29,31,27)(26,32,30,34)(28,35,38,36)(33,40,37,39)(9,14)(10,17)(11,21)(12,18)(13,24)(15,22)(16,23)(19,20)(25,30,31,26)(27,32,29,34)(28,37,38,33)(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.