The 940MX is a laptop GPU and usually locked to avoid overclocking and heat issues.
More at https://www.notebookcheck.net/NVIDIA-GeForce-940MX.156033.0.html
I have a i5-6200 8gb ram with a 940mx gpu with windows 10 and when i downloaded and installed msi afterburner, the slides are either not moving, and when it does, after hitting apply, it would turn back to 0. And one time it worked then when i restarted my laptop it didint work again. I have tried everything like running into administrator mode and all and turning off the hardware acceleration off in chrome. My previous laptop Dell with a i3-2310 and gt 525m works with windows 7 works with msi afterburner. please help thank you!