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