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