Expanding on the previous answer a bit,
The vast majority of power supplies are constant voltage. That means they will force a specific voltage onto a circuit, and the circuit will draw whatever current is appropriate for that voltage (up to the supply's limit). So when you see a 5v/40a spec for a power supply, the voltage part of the spec is what's forced onto the circuit, and the current part is the limit of what the supply can provide.
Much rarer, though they do exist for special loads, are constant current supplies. These will force a specific amount of current into the circuit, and will generate whatever voltage necessary to push it through (up to a certain limit of course). Never use a constant current supply to power your Arduino.
I believe the most common use of constant current supplies is driving high power LEDs. They aren't something you need to worry about in general use. As I said, the vast majority of power supplies you encounter will be supplying constant voltage.