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