I have a detached garage that I am wiring with #8/3 wire and a 40 amp pony panel in the garage. Do I need a ground rod in the garage and if so can I put it close to where the coduit enters the garage??

Where do you live and what are your soil conditions?

A detached structure served by a feeder always requires a grounding electrode.
A ground rod is usually the easiest.

You must feed it with a #6cu wire (or bigger:o), and you can put the rod almost anywhere, as long as the top is flush with the ground.