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