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