I haven't found an installation manual on the S40, but I would bet it's the same as most other systems that can use a 0-5 volt signal from an external wide band controller. You would buy something like an AEM, Dynojet, Innovate, etc. wideband kit and connect the analog (0-5 volt) signal to the Lambda and signal ground input of your S40. You would then need to set the calibration in the ECU to match the wideband kit output.
If you have a 4 wire sensor, it is a narrow band sensor that has signal, ground, heater 12 volts and heater ground. This will not work well if the ECU input is intended for a wideband signal. The narrow band has a 0-1 volt output and is very non-linear. Its ideal working range is approximately 13.8 to 14.8:1 AFR. Beyond that, they roll off very quickly on volts vs. AFR. Most Wideband kits have a 5 wire sensor and may have a mating connector that has 7 wires due to a calibration resistor located in the sensor connector. They usually have a range from around 9 to 25:1 AFR, depending on sensor manufacturer.
Now, if they recommended the 4 wire, that would mean they don’t use a true wideband input. On most 4 wire sensors you will have 1 black, 1 white and 2 grey wires. The black is signal ground; the white is signal; the grey would go to switched 12 volts and a good power ground. Polarity is not important on the grey wires. The switched power will need to be able to handle about 2-3 amps current draw for the heater.
