Yes, you are supposed to do it every day. You don't have any fiber going through your system so you won't eliminate without doing something. You'll be surprised at what keeps coming out, even after 20 days. I can't speak for 40 because my longest Master-Cleanse is 21 days.
I have to say though, I don't always do it every day. Towards the end I skip a day or two. But I feel better when I do it every day.