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