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