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