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