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