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