I think Montgomery Ward went out of business in 2001, unfortunately - this will make it much trickier to track down information on your particular sewing machine. The "1940" in your model number refers to the year in which it was made, which makes it over 70 years old - no wonder it's difficult to find information on your particular model!
What Model Is My Sewing Machine?
I'm no expert, but it seems to me that you've answered your own question - surely, the model is a UHT J, made in 1940.
User Manuals For Montgomery Ward Sewing Machines
Seeing as the company is now out of business, I'd recommend using a search engine to find a forum dedicated to vintage sewing machines. It's doubtful you'll be able to find a user manual for a machine that old, and if you do, it's likely to be pretty expensive.
If you're lucky, you might just find someone online with the same machine as you, and they might be able to offer you some help with whatever problem you're having.
Good luck, and happy sewing!