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