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