Firstly - welcome to Steve's photo forum ... there are plenty of keep photographers here who will be able to answer your Qs for you
I have just seen your posting, so here's my response for 'some' of your Qs ... others will add more bits I'm sure
The Raynox 250 macro lens is one of many macro / close-up lenses on the marketplace [tho it is also of better quality than some > see its price comparied with others]. When it is attached to a camera, it forces the camera's main lens to refocus to 250mm [ie- the 250 in its name]
The beauty of attaching this lens to a zoom lens camera, is that with the camera at 250mm from a subject, you can still zoom to change the size of the image
However, to magnify things a long way from the camera, you will need to use the camera's 20x zoom lens as best you can. After this, if you need more image size [ie- off to africa to shoot wild animals] you will need the "LT55" lens that others here talk about from time to time [see postings from catalex]
For info on the canon SX40 ... Simon is our resident expert > Simon where are you??