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