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