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