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