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