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