Where do I get a Lv. 40 Cane?

I went through the Phantom Storyline, and just finished Alcaster's quest, but didn't receive a Cane. Am I supposed to get a cane from the quests?

You get canes from quests, yes. Not a level 40 one, though, just 35 (Arc 'en Ciel).
If you manage to get the King Pepe's Arc 'en Ciel from a King Pepe box (farming Yetis in Mushroom Kingdom), that has 5 more base attack than the regular Arc 'en Ciel - 57 vs. 52.
The next one from quests is the level 50 cane.

I found a level 40 cane from a Dark Stone Golem I think a day or so ago. But ya, there's no level 40 cane from quests. You can also use a Beryl Maple Cane if you want at level 45 instead if your going the no-dex route.

The "Safety First" dudes in the second map of the Verne Mountains drop a lv40 cane.

Cane droplist from Ellinforest

 Spoiler

Lol ya, it wasn't a Dark Stone Golem, it was a Safety First Sign. I get things mixed up when I'm focused on keeping up with the story. Sorry!