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