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