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