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