One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,7,8,6)(9,10)(11,17)(12,16)(13,15)(14,19)(18,24)(20,22)(21,23)(1,3,5,8)(2,6,4,7)(9,11)(10,14)(12,18)(13,19)(15,17)(16,22)(20,21)(23,24)(25,26)(27,31)(28,32)(29,30)(33,39)(34,37)(35,40)(36,38)(1,2,5,4)(3,6,8,7)(10,15)(14,17)(16,23)(22,24)(26,30)(31,37)(32,38)(39,40)(9,11)(10,14)(12,20)(13,19)(15,17)(16,24)(18,21)(22,23)(25,27,29,34)(26,31,30,37)(28,35,36,33)(32,40,38,39)(1,2,5,4)(3,6,8,7)(9,12,13,21)(10,16,15,23)(11,18,19,20)(14,22,17,24)(25,28,29,36)(26,32,30,38)(27,33,34,35)(31,39,37,40)(1,4,5,2)(3,7,8,6)(9,10)(11,14)(12,16)(13,15)(17,19)(18,22)(20,24)(21,23)(25,26)(27,31)(28,32)(29,30)(33,39)(34,37)(35,40)(36,38)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.