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