I had the same problem, the guide tells you the types of filtration but doesn't give the -"use this type of filter" answer. I think its because there are a lot of opinions out there on the topic.
I was scared about the idea of a sump, had no idea how they worked or anything, but I decided to make my own and its actually very simple. And with everything outa the way it will make the tank much easier to octo proof.
Many here use wet/dry and cannister filters successfully. The water parameters(specifically nitrate) can be much more lax than an sps reef tank. I have heard from many reefers who dont like cannisters -but I also think there is a lot of un-informed bias surrounding this opinion. Some reefers do use them - and successfully.
A good skimmer is a necessity. A 40G tank is a little smaller than what most people here reccommend but it can be done.
What do you have access to? If you use a cannister/wd make sure it's quite over-rated compared to the tank size.
If you go the sump route you can have a dsb and a place to put live food and grow capulera ect, all of which will help out your octo.
is a good place to start if you were like me and a total newbie to sumps.
You could incorporate a w/d filter into the sump design.
Maybe others can offer some more info.
to tonmo, everyone here is real helpful!