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