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