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