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