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