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