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