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