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