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