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