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