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