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