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