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