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