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