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