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