You have to be careful when switching to a different caliber, especially when you go up from a 9mm to the much higher pressure .40. Granted, you're not dropping a barrel into a slide, but an entire top end onto a frame, but you must err on the side of caution- I don't know if a frame manufactured for 9mm is up to the task of handling 40 cal on a regular basis.
Fitting a different slide onto a frame can be tricky at times. If the seller has stated he is selling the slide after making some adjustments, I'd be a bit wary. Afterall, you must ask, 'why is he selling this thing after fitting it? Did something go wrong, or is he just not into the caliber?". Nothing against the seller, but you must be very careful when buying used parts sight unseen.
Also, keep in mind that CZ mates specific slides and frames together at the factory. There will always be very minor differences between the same parts. Generally, if you have a part that has too much metal that needs to go, its not nearly as bad as having too little. Unless you are a skilled wielder and are proficient in shaping rails, this would be a very difficult task to undertake. I wouldn't want to do so, myself. Again, buying the part sight unseen without the ability to pre-fit the part in person is risky business.
Slide fit is extremely crucial. Unless you're very confident and skilled, you shouldn't rush into it.
I do not believe 9mm mags will work with 40. The feeding lips would be a major concern. I just popped a 40 cal bullet into a 9mm 75B mag to see, and while the 40 cal does slide in, it pushes the follower down alot further, and thus the cartridge sits far beneath the lips. Feeding would be erratic, at best. You would need to purchase Tactical mags to go along with the slide.
