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