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