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