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