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