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