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