Always a good idea to have a QT tank. For anything you will put in the 40g, a 20g should suffice. QT tanks depend completely on the fish or species you are going to put in it. IE you can QT a clown goby in a 5 gallon but a sohal tang will need probably 50+ at minimum. You need the fish to be "happy" in order for them to be at a minimum stress level to recover.
For filtration, you will find a lot of different answers. Trickle filters or the standard HOB
filters are a popular option, also a cycled sponge filter is another. A sponge filter is easy to leave in your sump/similar area and keep it cycled in case you need it for an emergency as well. If you use copper or similar meds, they are cheap to replace (you don't want to put them back in your DT) or you can keep them cycling somewhere isolated easily.
Lights on a quarantine i feel is personal preference. As long as it is an appropriate sized light, it shouldn't stress the fish, and wouldn't hurt IMO
to get it used to your DTs light cycle.