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