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