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