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