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)(11,14)(12,16)(13,15)(17,18,20,22)(19,21,23,24)(25,26,30,34)(27,32,36,40)(28,37,35,31)(29,38,39,33)(2,5)(6,8)(9,11,13,12)(10,14,15,16)(17,19)(18,21)(20,23)(22,24)(25,27,29,35,30,36,39,28)(26,31,33,32,34,37,38,40)(3,7)(6,8)(9,12,13,11)(10,14,15,16)(19,23)(21,24)(27,28)(29,39)(31,40)(32,37)(33,38)(35,36)(1,3,4,7)(2,6,5,8)(25,28,29,27,30,35,39,36)(26,32,33,37,34,40,38,31)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.