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