Can we obtain a state diagram of a single Turing machine
There are two possible meanings of state here:


One of the finite states in the finite control mechanism of the Turing machine.
The entire state of the Turing machine, including its internal state (the one from the previous definition), the locations of the heads, and the contents of the tapes.


If you are looking for a state diagram of the second type, then it's infinite. If you're looking for a state diagram of the first type, then it's finite.

Different programs seem to have different number of states – every program is finite (has finitely many states, under the first interpretation above), but there is no bound on its length: it can be as long as you want, as long as it's finite. The same is true for Turing machines.