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