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