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