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