I've never heard of Cray using 68040's, they'd be far too slow. NCR did some unix boxes with them, but they were outclassed by intel pretty quickly.
SGI and Sun and a bunch of others did 68k based Unix boxes too. My university still had a bunch of Sun boxes with 68020's in them in '94, though at point they were being slowly replaced by MIPS powered SGI's.
Also never heard Cray mentioned as a user. It's not that the CPU would be too slow per se for normal instructions, but that it's not a vector unit - the entire point of at least Cray's early machines was that they offered extremely wide vector units. As far as I know, Cray only used their own designed CPU's until 1993 when they released a series based on the DEC Alpha.
It's not impossible they might have used 68k CPU's in "support" functions (though I have no idea if they did) such as terminals/operator consoles or to control peripherals or stuff like that (just like some Amiga models had a 6502 derivative on the keyboard, and some Amiga SCSI cards had a Z80 on them...), but certainly not as the main CPU.