No -- in the project calendar (there is a ticket for that in the issue tracker) , yes -- in the resource day offs.
As a workaround, you can add a single holiday in GanttProject, save the project fil, open it in your favorite text editor and create those 40 days using text copy+paste which is going to be faster. Search for the line which looks like this:
<date year="2017" month="4" date="4" type="HOLIDAY"><![CDATA[Holiday on 4/4/17 12:00 AM]]></date>