add Changelog entry

Author: araujoms

Changelog.md

@@ -6,6 +6,12 @@ The file was started with Version `0.4`.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [0.5.40] June 9, 2026
+
+### Fixed
+
+* miscellaneous broken links in the documentation. (#614)
+
 ## [0.5.39] June 3, 2026
 
 ### Fixed