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