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The input to a convolutional layer of a neural network is an image of size $128\times 128\times 3.$

$ 40$ convolutional filters of size $5\times 5$ are applied to it. Would you get an output? If no then why not? If yes, what will be the output size?

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Yes, and it would be $124 \times 124 \times40$.

To calculate the output dimensions:

$(dim_x - filterdim_x + 1) \times (dim_y - filterdim_y + 1) \times filters$

in your case:

$(128 - 5 + 1) \times (128 - 5 + 1) \times 40 = 124 \times 124 \times40$

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