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)(11,19)(12,18)(13,15)(14,17)(16,20)(21,24)(22,23)(25,26,30,34)(27,35,38,39)(28,33,29,32)(31,36,40,37)(1,3,5,4)(2,6,8,7)(10,15)(16,23)(17,18)(19,24)(27,36)(28,29)(31,39)(32,33)(35,40)(37,38)(9,11,12,22,13,21,14,20)(10,16,17,24,15,23,18,19)(25,27,29,36,30,38,28,37)(26,31,33,39,34,40,32,35)(1,4,5,3)(2,7,8,6)(9,12,13,14)(10,17,15,18)(11,20,21,22)(16,19,23,24)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.