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