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