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