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