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