I'm guessing that your calorie counter is telling you how many food calories you have burned off during your work-out. As such, 1 food calorie = 1000 thermal calories = 1.1627 Watt-hours of energy for a total of 348.8 Watt-hours of energy. This is enough to power a standard 32"lcd tv for a couple hours or chill your ice box for the day (as long as it is already cold) or heat a small pot of coffee.
For comparison, 1 horsepower = 746Watts. However, due to mechanical efficiencies, it typically requires 2 horsepower to generate 1000 Watts of electricity using a diesel genset. So, a 7 hp, single piston, Kubota diesel can produce the same amount of energy you burned in 40 minutes in approximately 5 minutes.
Even so, the calorie counter isn't considering efficiencies and speed necessary to generate electricity via a generator. I would estimate that you would lose 30 - 40% efficiency through gearing and friction to drive a generator to give you a grand total of 210 - 240 Watt-hours of equivalent electrical energy for your 40 minute workout. This would give you lukewarm coffee or barely enough electricity to watch you favorite episode of Lost.