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