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)(11,18,20,24)(12,15,22,16)(14,21,23,19)(25,26,29,32)(27,30,34,38)(28,31,35,39)(33,37,36,40)(9,11,13,20)(10,14,17,23)(12,21,22,19)(15,18,16,24)(27,33)(28,35)(30,37)(31,39)(34,36)(38,40)(2,5)(6,8)(25,27,29,34)(26,30,32,38)(28,36,35,33)(31,40,39,37)(1,3,4,7)(2,6,5,8)(10,15)(12,22)(14,18)(16,17)(19,21)(23,24)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.