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