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