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)(11,16)(12,21)(13,22)(14,18)(15,17)(19,23)(20,24)(25,26,31,29)(27,34,30,32)(28,36,38,33)(35,39,37,40)(1,2)(3,6)(4,7)(5,8)(9,11,15,19)(10,16,17,23)(12,20,22,14)(13,18,21,24)(25,27,31,30)(26,32,29,34)(28,35,38,37)(33,39,36,40)(1,3,5,4)(2,6,8,7)(10,17)(11,19)(12,22)(18,24)(25,26,31,29)(27,34,30,32)(28,33,38,36)(35,40,37,39)(1,4,5,3)(2,7,8,6)(9,12)(10,13)(11,20)(14,19)(15,22)(16,18)(17,21)(23,24)(25,28)(26,33)(27,35)(29,36)(30,37)(31,38)(32,39)(34,40)(9,13)(10,12)(11,18)(14,23)(15,21)(16,20)(17,22)(19,24)(25,29,31,26)(27,34,30,32)(28,36,38,33)(35,40,37,39)(9,14,15,20)(10,18,17,24)(11,12,19,22)(13,16,21,23)(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.