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