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