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