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