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