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