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