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