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