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