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