(1)解:因为$\angle ACB = 40^{\circ},$所以$\angle ACD = 180^{\circ}-40^{\circ}=140^{\circ}。$
因为$\angle B = 30^{\circ},$所以$\angle EAC=\angle B+\angle ACB = 70^{\circ}。$
因为$CE$是$\triangle ABC$的外角$\angle ACD$的平分线,所以$\angle ACE=\frac{1}{2}\angle ACD = 70^{\circ},$
所以$\angle E = 180^{\circ}-\angle EAC-\angle ACE=180^{\circ}-70^{\circ}-70^{\circ}=40^{\circ}。$
(2)证明:因为$CE$平分$\angle ACD,$所以$\angle ACE=\angle DCE。$
因为$\angle DCE=\angle B+\angle E,$所以$\angle ACE=\angle B+\angle E。$
因为$\angle BAC=\angle ACE+\angle E,$所以$\angle BAC=\angle B+\angle E+\angle E=\angle B + 2\angle E。$