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