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