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