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