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