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