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