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