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