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)(11,16)(12,13)(14,19)(15,17)(18,24)(20,21)(22,23)(25,26,32,36)(27,30,29,33)(28,35,31,34)(37,39,38,40)(1,2)(3,6)(4,7)(5,8)(9,11,15,14)(10,16,17,19)(12,20,18,22)(13,21,24,23)(25,27,32,29)(26,33,36,30)(28,38,31,37)(34,40,35,39)(1,3,5,4)(2,6,8,7)(10,17)(12,18)(16,19)(20,22)(25,28,32,31)(26,34,36,35)(27,37,29,38)(30,40,33,39)(9,12,15,18)(10,13,17,24)(11,20,14,22)(16,21,19,23)(25,29,32,27)(26,33,36,30)(28,37,31,38)(34,40,35,39)(1,4,5,3)(2,7,8,6)(9,13)(10,18)(11,21)(12,17)(14,23)(15,24)(16,22)(19,20)(25,30,32,33)(26,27,36,29)(28,39,31,40)(34,38,35,37)(9,14,15,11)(10,19,17,16)(12,22,18,20)(13,23,24,21)(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.