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