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