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