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