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