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