In order to use your sim port, your 8440P, must have come installed with a Wireless Wide Area Network(WWAN) card. It is usually accompanied by software from a specific provider(e.g Verizon, AT&T, QWEST) or if you have an mobile account with a provider, a username and password may be required to connect to your account.
You can read the documents below provided by HP to get a better understanding of the process.
[http://h20564.www2.hp.com/hpsc/doc/public/display?docId=emr_na-c02044565|HP Notebook PCs - Connecting to a WWAN]
[http://support.hp.com/us-en/document/c01712976|HP Notebook PCs - Connecting to a Cellular Broadband Wireless Network (WWAN)(Windows 7, Vista)]
You can enter your serial number for your notebook into [http://partsurfer.hp.com/|HP Parts Surfer] to see if you're notebook was configured with one. If it is these documents will be helpful in understanding how to connect, but you will still need an account with a provider.
If your notebook is not configured with one, the port may only serve as a placeholder for motherboards of the same model that are order to have WWAN.