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