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