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