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