How to use Auto Focus in a Nikon D40x with a Nikkor 70-300mm f/4-5.6G lens?

I just bought a Nikon Nikkor 70-300mm f/4-5.6G and it seems that I can't use the Auto Focus function. Please provide a detailed instruction cause I'm a beginner.

That lens will not autofocus on the D40X, as the D40X does not have an autofocus motor and this lens doesn't bring one either.

Only AF-I and AF-S lenses will autofocus on the D40X, as well as their counterparts from third party manufacturers. Nikon AF lenses won't.

Unless the 70-300 mm lens is the AF-S model, you will have to use the electronic rangefinder and manually focus the lens. Entry level Nikon dSLR's can only auto-focus using AF-S and AF-I Nikkor lenses. This is the way Nikon could sell those cameras at such a low price no on-board auto-focus motor on the camera.

The good news is two fold. 1) AF-S lenses are the fastest auto-focus lenses on the planet at this time and 2) manually focusing a lens is Whit photographers did all the time until about 30 years ago when some cameras offered auto-focus camera and lenses. Manually focusing a lens will make you a more disciplined shooter

Detailed
1. Realize you made a mistake
2. Think if you need 300mm or if 200mm can suffice
3. Return or resell the lens
4. Get a Nikon 55-200, 55-300 or if you're serious about this a 70-300 VR.

If your 70-300mm lens isn't an AF-S version then it won't auto focus on your D40x. Nikon decided to leave out an in-camera focusing motor so you'd have to buy the more expensive AF-S lenses instead of the cheaper AF lenses. This made the camera cheaper to buy and more expensive to add lenses to your kit. Care to guess where Nikon makes the most money from? If you said lenses go to the head of the class.