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