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