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