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