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