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