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