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