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Yes. The lens' brand (Nikon for example) to your Canon adapter.
nope
Whichever feels more comfortable to use; Nikon and Canon both make excellent cameras and lenses.
It depends on your preference. Canon is much more popular in the SLR space than Nikon, but Nikon users swear by their lenses.
Unfortunately no. With an adapter one can use a Nikon lens on a Canon body, but the distances between lens and register (the critical point in the camera body where the image is recorded) make it impossible to even create an adapter to use Canon lenses on Nikon bodies.
Nikon
All lenses with Nikon mount are compatible with Nikon D40. If the question rephrase : "What lenses are able to autofocus with Nikon D40", then the answer is : the new Nikon AF-S lenses (with Silent Wave Motor inside), Sigma lens bearing HSM code, and upcoming Tamron lenses (18-200mm, 17-50mm and 70-300mm).
canon
Canon and Nikon are both very up to date in camera research and technology and equally as good. Nikon is one of the leading makers of labroatory microscopes along with lenses and cameras.
It depends on the make of the lens and the mount type. Newer Canon lenses have an EF mount while Nikon lenses have a Nikkor mount. Though you can purchase conversion kits to put a Canon lens on a Nikon and vice versa.
Most professionals prefer Nikon because of it's compatibility, lenses, speedlights, and software available, but Canon also has great cameras.
NO. Considering the entire package, together with the availability of lenses at the right ranges... I will go for Canon any time.