How we can find difference between 40 and 60 Grade steel at site?

By measuring thickness of the Steel we can prefer its 40 or 60mm.

If it has not been coated yet, it may be stenciled on the material or a on tag of wrapped material such as rebar.   You did not specify if you were looking for structure shapes, pipe or some other commodity.

Otherwise, you have to have the Material Test Reports (MTR's) and match the heat numbers to be sure.   Good documentation is required and good inspection at the point of sale/fabrication.  The is no Positive Material Identification (PMI) method to test between different grades of carbon steel like you can with stainless and some alloy steels.