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