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