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