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