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