If you look on Ebay you will see under: "vintage turn signal switch", many examples. Choose the one you like. Most popular is Signal Stat 900 or equivalent. New or used vintage. Clamps to column. Wiring is pretty simple. You need turn signal lamps at front and rear. Either new aftermarket, lamps from a donor vehicle or change your lamps to dual contact/dual filament sockets, a dash indicator (the Sig Stat has one built in)...and of coarse install an inline flasher relay. You will have self cancelling. The self is yourself.
1940 had optional turn sig with dual filament using the parking lamps in front and tail lights in rear.
Kits are available. Some don't use a column switch.