The original pins have a small nipple on the front of a threaded plug. When new they weren't very efficient-after years of use, the nipple now worn to a nub and the corrosion pretty much serve to make the original equipment deto pin a poor choice.
There is a ton of useful MP40 related info to be found within the site. MP40 owners, many skilled machinists have developed brass and steel detos that serve to offer a near perfect firing experience. Again, you can find all you might need to know about these items.
As for the caps, 7mm caps are required. From time to time, model gun cartridges are available either on this web site or eBay. A 9mm cartridge is required. Please note: not all 9mm model gun carts are compatable with your MP40. Both cap and cartridge info can also be found on the forum.
I hope this helps a bit.