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