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