I cannot stress enough how important it is for you to read that manual before you even touch a press.
Reloading is more popular than ever due to the cost of ammo these days.
That's the good news.
The bad news is that it means more and more people are rushing into it without knowing the basics. You can seriously injure yourself and others in this hobby. In your case, you're also starting with a higher-pressure round in the .40S&W, and an error at those pressure levels is even more dangerous.
Buy the Lyman manual, read the instructional chapters a couple of times through, pick the brain of anybody around you who reloads, and THEN touch a press.
Believe me, you'll save yourself a ton of trouble, and you'll be pleased with your results from the first batch rather than frustrated or worse, bleeding.
The manual isn't just basic instruction. It's got load data for about every caliber you could ever want to reload, including your primer question.
-Mark