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