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