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