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