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