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