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