40 litre tank is a good sized tank for shrimps, you'll get loads in that tank size
There are a whole host of different species of shrimps to choose from, here is some info for some species of shrimps to start your research on. This is on Red Cherry Shrimps, as these tend to be regarded as the cheapest and hardiest shrimps for beginners as they are a bit more forgiving in water parameters.
http/www.planetinverts.com/Red%20Cherry%20Shrimp.html
By the way, i would not really mix different colour variants of RCS as offsprings tend to be dull coloured.
Yes, you will need a heater, shrimps tend to favour lower temps, around 22 to 26C / 72 to 78F IMHO they CAN tolerate higher temps but will shorten their lives really. And a simple filter will be fine if just shrimps in that tank as they do not have large bio loads anyway.
They will feed on a variety of things, algae wafers is popular with my RCS but this is fed as a treat very sparingly, shrimps will easily dine on normal fish foods, live or frozen foods such as bloodworms is not really recommended. But they will eat algae and micro food off plants, substrates and decor etc.
Plants like java ferns and moss balls are good for shrimps too.