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