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