All of a sudden I have no water...

Well house and pump are above ground.

Fuse Box on house is not blown.

4 fuses in well house I will check when it stops raining.

Tank in well house is empty. It is not making any noises.

Pressure gauge is reading 40.

Since you were out to the pump house to find the tank empty, you should have checked the fuses but you either go back out in the rain or we wait until later to see if you have power.

Also, it seems your pressure gauge is bad because it is stuck on 40 and if it was right, you wouldn't be out of water.