If you intend to use the SB600 on the hotshoe of the Canon then don't - it won't work properly.
However, you can use it via a PC sync cord (or via a wireless system) to fire the flash in manual mode. That means you have to set the flash to manual (the power output) so you won't get proper TTL meter readings. It's basically a scaled down studio set-up.
What you need is one of
these because your 40D doesn't have a built-in PC sync socket (this fit on the 40D's hotshoe) and a cable like
this that then connects to the flash
here.
Turn the flash on, set it to MANUAL (pressing he mode button) and take a test shot. you may be best fof setting the camera to manual too to select your aperture and shutter speed values. Then, once you've got a test shot, you can play around with settings until you get the exposure you like.
I've used Canon flashes in the past like this on my Nikon and it works fine.
Alternatively, you can buy some cheap optical/wireless triggers like
these (the flash has to be in manual still) and these allow you to place the flash many metres away wihtout cords getting in the way. The Cactus ones seem quite popular on here but you can picck up like products off ebay too.