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