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