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