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