Welcome to the forum.
Not every auto D40 had the DPF fitted. It depends on the year and place of manufacture (and even then there's no absolute certainty!). From my understanding they started fitting DPFs only to autos in the STX range (not in the other variants) in April/May of 2009 and stopped some time in 2010.
You can tell if the car is supposed to have a DPF: there'll be a black sensor with an electrical connection on the vehicle's left hand front guard inside the engine bay not far from the ABS unit. This sensor will have two black rubber hoses hanging off the bottom that normally attach to two metal tubes that run down out of sight under the car. These tubes connect to the front and rear of the DPF itself. There'll also be two electrical connectors near the exhaust in the area before the exhaust makes that turn to the vehicle right hand side (the DPF usually lives under the front left footwell and the DPF itself has the elbow that turns the exhaust to the right).
If your car has that sensor and those electrical connections, chances are it once had a DPF. If your car is not an STX auto variant from April 2009 - June 2010 (check the compliance plate for the manufacture date) then your car should NOT have a DPF.