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