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