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