which 40WCO2 laser did you buy is this a laser who has a moshi ssytem??
look inside on the controller board ther should be somewhere the name or number of the system.
the speed is by all conroller to be set before you finish the job for up loading to the machine on the computer. it is in the same settings where you set the power.
for a small laser beam you need a focuslense what has a low focal lenght like 38.1mm or even a 25mm and you have to buy them seperatly because the most manufacturer have just a 58.1mm focal lense put in it is a price question. one of this low focal lenght lense cost about $ 40 to 70.
but the focal lenght is the hight from you lense to the material means if you got a 25mm lense the material needs to be at 25mm from the laser head lense to the material.