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