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