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