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