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