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