I am running power to a building 40 feet from the house. How do I ground the subpanel in that building?

You will need to run 4 wires to your shop. ( 2 hots, 1 neutral, and 1 ground). At the shop, you will need to drive either one or two (it depends on the location) ground rods. One wire will run from the ground bus in your sub panel to the rod or rods. Make sure that your neutral and ground bus bars in the sub panel remain separate, the neutral bar will not have a bonding screw like your main panel would.

Also, if you drive two rods, they need to be At least six feet apart.

... and the electrical code handbook suggests the farther apart the ground rods are
The better...