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