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