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