Would these work with my nikon d40?

Http://canada.shop.lomography.com/nikon-slr-adaptor-and-diana-lenses-bundle

Added (1). What other cameras have F monut?

They're F-mount so yes, they certainly will.

Yes you can mount them to the D40. Unfortunately, your camera will not recognize them. Your D40 is looking for some electronic sensors to tell it what aperture you are using.

Any of the NON-entry level cameras can use these converters.