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