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)(11,14)(12,15)(13,16)(17,21)(18,22)(19,23)(20,24)(25,26)(27,36)(28,39)(29,34)(30,40)(31,35)(32,38)(33,37)(1,3,5,4)(2,6,8,7)(9,11)(10,14)(12,19)(13,17)(15,23)(16,21)(18,20)(22,24)(25,27,30,38,31,28,29,37)(26,32,34,36,35,33,40,39)(1,3,5,4)(2,7,8,6)(11,17)(14,21)(18,19)(22,23)(25,28,30,37,31,27,29,38)(26,33,34,39,35,32,40,36)(9,12,13,20)(10,15,16,24)(11,18,17,19)(14,22,21,23)(25,26)(27,33)(28,32)(29,40)(30,34)(31,35)(36,37)(38,39)(1,4,5,3)(2,6,8,7)(10,16)(14,21)(15,24)(22,23)(25,29,31,30)(26,34,35,40)(27,37,28,38)(32,36,33,39)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.