Two things.
Have you also purchased a separate 24V PSU? The integrated 24V supply in the laser power supply (LPS) in the K40 wasn’t designed for adding a smoothieboard. (If you need help selecting one, I suggest asking in the comments at What else do I need besides my K40? Requirements and Recommendations where we keep the recommendation to add one.)
The Internet Archive Wayback Machine may have captured a snapshot of what you need. If you have specific questions about the Smoothieboard itself, you can create a separate post in the Smoothie category to ask.
The X and Y steppers motors are connected to the A and B stepper drivers, respectively.
Please post a picture of the connection end of your LPS that shows the connectors and their labeling clearly.