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