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