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