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