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