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