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