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