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