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