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