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