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