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