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