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