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