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