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