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