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