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