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