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