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