Many (most?) of the geotagging photo accessories have been discontinued and are no longer supported. For the SX40, it looks like you have two choices: an external GPS datalogger (phone app or physical device) that tracks you constantly, or pick up a camera with built-in GPS.
Both the Nikon S9900 and Sony HX50V offer GPS and the same sort of zoom you're used to with the SX40, but they also fit in your pocket. If you have the budget (about $300), that's the way to do it - FWIW, I very much recommend the Nikon over the Sony.
None of the GPS trackers I had used in the past are available anymore, but they usually run about $120-$150. Or, you can use an app at the expense of your phone's battery.