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