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