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