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