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