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