I've moved your post to the bullet casting sub-forum.
I don't know what .40 cal pistol you may have, but barrels with polygonal rifling are generally sold as not-for-lead. You want a barrel with conventional rifling for cast bullets. A number of folks have reported no problems with lead in a polygonal rifled bore, but a number of others have reported they will start out fine, then foul rapidly with lead over a just a small number of additional shots, quickly raising pressure.
The gas check (copper cap on the bottom) is needed mainly with higher velocity and higher pressure loads. I've never used them for target loads.
You will need some welder's gloves, eye protection (I use a full face shield), and a leather welder's apron. All cheap from
Harbor Freight. Wear leather boots and not cloth shoes and pull your jeans cuffs over the outside of the boot so it can't funnel molten lead down into your shoe. You gloves should have rubber bands or Velcro to close the cuffs for the same reason.
If you don't get a bottom pour pot, you will need a ladle for pouring lead into the molds.
You will need a means of lubricating the bullets and you may need a means of sizing them. The simplest approach is to use Lee Tumble Lube bullets and their Liquid Alox or else White Label X-lox as the lube as it does not require any special equipment to apply. Just an old plastic food tub. Often these bullets don't require sizing, but if they do, the Lee sizers are the simplest and least expensive. Should the seated bullets make your cases too fat to chamber, that will be the proof you need a sizer.
You will need some wax or wax-type (not the liquid Alox type) bullet lube for fluxing the melt. Sawdust can be used, too, but you need something to lube the mold, too, which is where the wax helps.
Other things that are useful include a piece of fat dowel rod or oak stick to knock the mold sprue open. A thermometer to check the alloy temperature to help you regulate it to the best temperature range. A spatula with a wood handle for scraping dross off the bottom of the pot to float to the surface. An ingot mold to for alloy so you can make a large batch of alloy and have ingots to top up your melting pot as necessary to keep the level where it needs to be.
Read
this sticky on bullet casting basics.