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)(11,18)(12,16)(13,15)(14,19)(17,21)(20,22)(23,24)(25,26)(27,37)(28,32)(29,36)(30,35)(31,34)(33,39)(38,40)(2,5)(6,7)(9,11)(10,14)(12,19)(13,20)(15,23)(16,18)(17,22)(21,24)(25,27,29,39,30,28,31,38)(26,32,36,40,35,37,34,33)(10,15)(11,19)(13,21)(14,22)(16,17)(18,23)(25,28,30,27)(26,33,35,40)(29,39,31,38)(32,36,37,34)(1,3,4,8)(2,6,5,7)(10,16)(14,18)(15,17)(22,23)(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.