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