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