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