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