The workbench is as good a place as any to get the bugs ironed out.
The first thing to do is make sure your drivers do not deliver more current than your motors can take. Check to find out the ratings for your motors, and then see if your driver cards can be limited to a fraction under the rating.
The voltage does not matter (and 40 volts is not excessive). My Geckos can be limited - 7 amps max, I have mine limited to 4 amps to drive my motors ( 2.5amps per coil - wired in parrallel). My third driver is a Routout CNC driver (from UK) which I had originally. This is a 2.5 amp driver on the Z axis and I have also noticed, when idle, that it hisses. I put it down to being slightly faulty (although it works well enough) but it may be that it is working up near it's maximum and this is the current limiting noise.
As far as speed is concerned ( and I take it you mean velocity in Config/Motor Tuning) then you can set this up fairly accurately if you know your gearing, and leadscrew pitch - you must have some idea.
Set the steps per inch first, and I am not going into that scenario again, there are enough posts on here. Your default driver card setting is standard - 200 pulses for the motor, and a microstepping setting of 8 = 1,600 per rev. If you are connecting the motors direct to your leadscrew then multiply by the number of turns the leadscrew requires to move the table 1 inch, and you are done. Mine is 10 so my answer would be 16,000 steps per inch. (I also have a 3 to 1 reduction so my real anwer is 48,000, but reduction depends on whether you are looking for speed or accuracy)
Once you have set you steps per, then you can set up the speed, and you must have a target that you want to reach. Yes, without load the motors should get there well enough, but it is nice to see them working at the correct speed, and it may be that there is some other reason that they don't - so try it. Acceleration is the other setting and leave this at 1 for the moment.
If the motors work well at your required speed, then increase it gradually until you get to the point when they start stalling. This is your maximum (well a little below that) - and you can increase the acceleration as well in a similar way.
At least when you put the motors on you will have something to aim at.
To listen to the music, do a g2 or g3 over a 4 inch radius and it is facinating to watch the motors accelerate and decelerate in turn.
As has been said, motors get hot under load, and remember, unlike ordinary motors, they still have current going through them even when idle. Some driver cards reduce this to stop the motors getting too hot, which is why I said check your current output. As has been said 85 degrees is acceptable, and that is too hot to touch, so if you can put your hand on and keep it there you are OK.