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