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