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