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