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