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)(27,33)(28,34)(29,38)(30,39)(31,35)(32,37)(36,40)(2,5)(6,8)(9,11)(10,14)(12,19)(13,18)(15,21)(16,17)(20,24)(22,23)(25,27,31,29)(26,32,35,40)(28,37,30,36)(33,34,38,39)(11,18)(14,17)(19,24)(21,23)(25,28)(27,36)(29,37)(30,31)(32,40)(34,39) involution — undirected(1,3,4,7)(2,6,5,8)(12,20)(15,22)(19,24)(21,23)(25,29,31,27)(26,33,35,38)(28,37,30,36)(32,34,40,39)(9,12,13,20)(10,15,16,22)(11,19,18,24)(14,21,17,23)(27,29)(32,40)(33,38)(36,37)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.