Before starting on the SD-Card to store the data, will the Arduino be able to work on the A/D code and save the data to a SD-Card?
Yes, if your specification is complete, the Arduino is able to fulfill your requirements.
If the Arduino be able to do this, how can programme it to store the data following that structure?
I would read the values for perhaps a second, open the correct file, write all 40 values and close the file. Even better would be to get 256 values and store them because that fills a sector on the SD card and it will no die that fast. To write an integer use this:
For the long value (4 bytes) you do the same with the other type: