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)(11,19)(12,18)(13,16)(14,20)(15,17)(21,22)(23,24)(25,26,31,32)(27,29,35,39)(28,37,36,33)(30,34,40,38)(1,3,5,8)(2,6,4,7)(9,11,15,13)(10,16,17,19)(12,21,20,23)(14,22,18,24)(25,27,31,35)(26,29,32,39)(28,30,36,40)(33,38,37,34)(1,2,5,4)(3,6,8,7)(10,17)(12,20)(16,19)(21,23)(26,32)(27,35)(28,36)(34,38)(9,12,15,20)(10,18,17,14)(11,21,13,23)(16,24,19,22)(25,28,31,36)(26,33,32,37)(27,30,35,40)(29,38,39,34)(1,4,5,2)(3,7,8,6)(9,13,15,11)(10,19,17,16)(12,23,20,21)(14,24,18,22)(25,29,31,39)(26,27,32,35)(28,38,36,34)(30,37,40,33)(9,14,15,18)(10,20,17,12)(11,22,13,24)(16,23,19,21)(25,30)(26,34)(27,36)(28,35)(29,33)(31,40)(32,38)(37,39)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.