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