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