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