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