interface a module using a 40-pin Board-to-Board SMT Connection?

According to the Integration Guide on their website:

The mating connector for the xPico and xPico Wi-Fi module is Hirose part number
DF40C (2.0)-40DS-0.4V (51)

Googling that part number turns up product pages at the usual vendors.

From there, you'd probably need to make a breakout board for it (I doubt these are available pre-made.), or solder wires very carefully onto the pins (if this was even practical with the type of pins it has).