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