Install the Canon EOS Utility Software on your computer's hard drive. Just insert the utility disk and follow the on-screen instructions to install the software. This includes many features which you can use to control the camera from the computer, as well as some other useful programs.
Position your EOS 40D on a tripod or flat surface and compose your shot.
Plug in your USB cable to your camera's USB port. This is located on the right side if the camera is pointing at you. Open the rubber cover and insert the cable.
Insert the other end (larger rectangular plug) into the USB port on your computer.
Turn on the computer and camera if not already on, and set the camera to "Live View" using the camera menu. Your computer should recognize the camera and run the utility itself. If it doesn't, open your EOS utility software by opening your "Start" menu and finding the "Canon" folder and starting the utility manually. The utility should display the image right on the screen.