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