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