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)(11,15)(12,21)(13,17)(14,19)(16,22)(18,23)(20,24)(25,26,29,32)(27,30,35,39)(28,31,36,40)(33,37,34,38)(2,5)(3,8)(9,11,14,12)(10,15,19,21)(13,20,23,22)(16,17,24,18)(25,27,29,35)(26,30,32,39)(28,33,36,34)(31,37,40,38)(9,12,14,11)(10,16,19,24)(13,20,23,22)(15,17,21,18)(27,33)(28,36)(30,37)(31,40)(34,35)(38,39)(1,3,4,8)(2,6,5,7)(10,17)(13,23)(15,24)(16,21)(18,19)(20,22)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.