OK, I'm assuming you have a second time control after the 40 moves, otherwise the question doesn't make sense. I'm also not 100% sure since I've never used this kind of time control before but I think this is correct.
You'll want option 04 (if there is no delay) and set both timers to 1:50. When the display reads 2 you'll set your second, sudden death time control there. If you are using increment then option 10 and if delay, option 23 but set the 3rd time control to zero.
The clock will keep track of the number of moves but won't give you any kind of notification that 40 moves haven't been made by the time control. What will happen is that the time will keep ticking down and if more than 40 moves have been made it will just add the secondary time control when the first set time runs out.
It is up to the players, as it should be according to both USCF and FIDE rules, to claim a time forfeit if the appropriate number of moves have't been made by the end of the first time control. The score sheets are used to verify that.
i am not sure how to set my DGT chess clock to 40 moves and 110 minutes, does it automatically set with 40 moves? if not, how do you do it?