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