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