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)(12,17,19,15)(13,18,21,16)(20,22,24,23)(25,26)(27,33)(28,31)(29,34)(30,32)(35,40)(36,38)(37,39)(1,2)(3,5)(4,6)(7,8)(9,10,14,11)(12,17,19,15)(13,16,21,18)(20,23,24,22)(25,27,30,28)(26,31,32,33)(29,35,37,36)(34,38,39,40)(10,11)(12,19)(16,18)(20,24)(26,32)(31,33)(34,39)(38,40) involution — undirected(9,11,14,10)(12,17,19,15)(13,18,21,16)(20,23,24,22)(25,26)(27,31)(28,33)(29,34)(30,32)(35,38)(36,40)(37,39)(1,3,4,7)(2,5,6,8)(9,12)(10,15)(11,17)(13,20)(14,19)(16,22)(18,23)(21,24)(25,28,30,27)(26,33,32,31)(29,36,37,35)(34,40,39,38)(9,13,14,21)(10,16,11,18)(12,20,19,24)(15,22,17,23)(25,29,30,37)(26,34,32,39)(27,35,28,36)(31,38,33,40)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.