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