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