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