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