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)(11,18,20,23)(12,16,13,22)(15,21,24,19)(25,26,28,31)(27,30,35,39)(29,37,36,32)(33,38,34,40)(1,3,4,8)(2,5,6,7)(25,27,28,35)(26,30,31,39)(29,33,36,34)(32,40,37,38)(9,11,12,21,14,20,13,19)(10,15,22,23,17,24,16,18)(26,31)(27,33,35,34)(30,38,39,40)(32,37)(2,6)(5,7)(9,12,14,13)(10,16,17,22)(11,19,20,21)(15,23,24,18)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.