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