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