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