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