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