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)(11,14)(12,15)(13,16)(17,21)(18,22)(19,23)(20,24)(26,31)(29,37)(32,38)(33,39)(34,40)(35,36)(9,11)(10,14)(12,19)(13,18)(15,23)(16,22)(17,20)(21,24)(25,26,29,31,30,34,37,40)(27,32,35,38,28,33,36,39)(2,5)(6,8)(9,12,13,20)(10,15,16,24)(11,17,18,19)(14,21,22,23)(25,27)(26,32)(28,30)(29,35)(31,38)(33,34)(36,37)(39,40)(11,18)(14,22)(17,19)(21,23)(25,28,30,27)(26,33,34,32)(29,36,37,35)(31,39,40,38)(1,3,4,7)(2,6,5,8)(10,16)(14,22)(15,24)(21,23)(27,28)(32,33)(35,36)(38,39)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.