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