Version v0.40 of Metabase is no longer supported. Check out the docs for the current stable version, Metabase v0.63.
This can occur for several reasons:
The data source containing the data may not be connected to Metabase. If you are an administrator, you can see a list of all of your connected data sources by clicking the gear icon, navigating to the Admin Panel, then clicking Databases in the top navigation.
You may not have permission to access the data in question. Your administrator may need to adjust your permissions by changing or modifying your user group.
The data may live in a different table other than the one you began the question with.
If you are using Metabase version 0.32 or earlier, you will need to either write a SQL query that contains joins, or have your Metabase administrator set up foreign keys.
If you are using Metabase version 0.33 or above, you can perform joins using the Notebook Editor.