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