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)(27,35)(28,34)(29,33)(30,32)(31,38)(36,40)(37,39)(1,3,5,4)(2,6,8,7)(25,27,29,38)(26,31,33,35)(28,37,30,36)(32,39,34,40)(9,11,14,21)(10,15,17,23)(12,20,13,19)(16,24,22,18)(26,32)(27,36)(28,30)(33,34)(37,38)(39,40)(1,4,5,3)(2,7,8,6)(9,12,14,13)(10,16,17,22)(11,19,21,20)(15,18,23,24)(25,28,29,30)(26,32,33,34)(27,37,38,36)(31,39,35,40)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.