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