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