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