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