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