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