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