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