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