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