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