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