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