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