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