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