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