I'm 40 years old and never had a romantic relationship.
Do you want to be in a romantic relationship?
Yes. I'm forty and I haven't been in one yet. I want to experience it.
It is understandable to be unhappy if you don't have the relationships in your life that you hoped you'd have by now. But instead of dwelling on that, you should get out and find ways to meet new people so you can find someone to start a relationship with.
I tried that. I don't see anything working out. I looked at work, and the gym.
It's good that you are putting yourself out there and looking for someone! There are plenty of options to find someone to date. You could try dating websites or dating apps to help you find someone.