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