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)(11,15,16,13)(18,21)(19,23)(25,26,28,31)(27,30,34,37)(29,32,36,33)(35,38,40,39)(2,5)(6,8)(17,18,20,21)(19,24,23,22)(25,27,28,34)(26,30,31,37)(29,35,36,40)(32,38,33,39)(3,7)(6,8)(9,11,12,16)(10,13,14,15)(17,19,20,23)(18,22,21,24)(26,31)(30,37)(32,33)(38,39)(1,3,4,7)(2,6,5,8)(19,23)(22,24)(26,32)(29,36)(30,38)(31,33)(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.