with yourTable (dt, amt) as
(
       select dateadd(day,-number,getdate())
              ,abs(convert(int, convert(varbinary, newid()))) / 10000000  --some random amount
       from   master..spt_values
       where  type = 'p'
       and number < 100
)

select a as amount_orders
       ,case r 
              when 0 then '0-40'
              when 40 then '41-80'
              when 80 then '81-120'
              when 120 then '121-160'
              when 160 then '161-200'
              else '>200'
              end as [range]
from   (
       select count(*) a
              ,case when (amt/40)*40 > 200 then 200 else (amt/40)*40 end r
       from yourTable
       group by case when (amt/40)*40 > 200 then 200 else (amt/40)*40 end
       ) d
order by r

OUTPUT:

amount_orders range
------------- -------
14            0-40
16            41-80
19            81-120
26            121-160
20            161-200
5             >200