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