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