How do I know my N4010A can support 40MHz Bandwidth?

You can check it thru the front panel by pressing System > Service > Hardware Info

On the screen at "FrontEnd" look at the part number.
If the part number is N4010-61043, then the unit can measure 40MHz bandwidth
If the part number is NOT N4010-61043, then the unit can measure 22MHz bandwidth only

You can upgrade the hardware by ordering hardware upgrade kit N4010AK-040