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