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