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