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