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