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