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