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