SQL Server 2014 EE not using all available processors
You need to download the right ISO/EXE from your licensing site. (Could be MSDN, for example.) The one you want is Core-based, and it'll have the right installation key embedded in it. (You may also be able to check with your license admins to get it.)

Then, you can do an edition change (Books Online). For more practical details, check out Kendra Little's post on changing editions.

For folks who stumble across this question and just wonder what's going on, Aaron Bertrand has a great blog post with more background on the 20/40-core limit.