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