piezo transducer

Using Arduino Audio
1

hi is there any way how to play 40kHz frequency or more with piezo disk and arduino uno?

2

Yes, but it won't be any good.

For example the toneAC library can produce high frequencies.
https://code.google.com/p/arduino-tone-ac/

You need a resistor of 120 ohm between the Arduino output and the piezo element to protect the Arduino. That will result is a very low volume.

For more volume you need special piezo transducer and a special driver circuit.