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