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