I'll try not to miss any of your questions:
Should I select SC-2040 in the accessory tab? Once it has been selected, what effect does it have on the signals being sampled?
Yes, you should select SC-2040 as the accessory. This helps let MAX know what other settings should be made. Often times this isn't much but, still.
There are other selections for specifying the gain that is set in SC-2040 for each channel, should I input the correct settings in? I found that if I input the gains in, the values of the virtual channels actually corresponded to the pre-amplified (raw) values. Were these normal?
Yes, this is correct behavior. Choosing the corresponding gains in MAX compensates for the gain so that you read the raw voltages. Also, the
range you specify in MAX should be the range of the signal that hits the DAQ board, so it should be the value after the SC-2040 module.
So, since you have an SC-2040 you can do all of your amplification in one stage on the module itself if you want. I disagree, sometimes a two stage gain can be useful, but that's besides the point.
Does it imply that I also have to select DIFF mode for all my virtual channels?
Yes. Though I suppose you can change the referencing mode on a per-channel basis, I wouldn't recommend this. In your case you should make them DIFF.
Hope this helps,
--Russell