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