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