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