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