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