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