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