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)(25,26,31,33,29,34,30,35)(27,32,38,39,28,37,36,40)(1,3,5,8)(2,6,4,7)(9,11,12,16)(10,13,14,15)(17,19)(18,21)(20,23)(22,24)(25,27,29,28)(26,32,34,37)(30,36,31,38)(33,39,35,40)(10,14)(13,15)(19,23)(21,24)(25,28,29,27)(26,32,34,37)(30,38,31,36)(33,39,35,40)(1,4,5,2)(3,6,8,7)(11,16)(13,15)(26,33)(30,31)(32,39)(34,35)(36,38)(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.