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