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