On the data sheet it tells me that the nominal current is 71.4mA and the arduino can source only about 40mA. Then I should use a transistor to turn on the SSR? if the SSRá nominal curent was under 40mA I wouldn't need the transister?
That isn't an SSR (= solid state relay), it's a mechanical relay. You need to use a transistor to drive it, see for example http://www.ericforman.com/wp-content/uploads/arduinorelay.jpg for the schematic. For a 72mA relay I suggest a BC337 transistor (many other types would be OK too), a 1K resistor, and a 1N4148 diode.