How to test the output current of a LED driver without a LED lamp?
An ammeter will need a load in order to measure the current flowing through the circuit. The Ammeter alone will not suffice. 

You also answered your own question: 


  Instead of using the LED lamp as a load, could a 10-ohm 25W resistor
  be used?


Seeing as you want a 40W load, then no, this will not do. You would need a resistor that can take the 40W.

If you want to simulate a 40W load, then start again from the beginning. Ohms law is your friend here. Find the resistor you require, and just make sure you have one that can take the current/power. 

R = V/I

P = I^2*R or V^2/R or I*V

Use those equations to find a resistor you want to use, work out the maximum power it would be handling, then find a component to match your answers. Fit the component as a dummy load, then connect your ammeter in series with the circuit to measure the current.

Or, to make it much easier on yourself, just get yourself the 40W LED bulb you require...... they are pretty common.