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