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