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