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