If you have 100% cyan, it includes any cyan tint, just show it at 40% opacity if you want the 40% cyan.
Ok, but if I want combine all those squares to one single spot color without losing the opacity what can I do?
Suppose you have one swatch: 40% cyan. And you have 2nd swatch 20% cyan. You want one color which combines both: you have now a new color that's 60% cyan and is quite darker and more saturated. In the combined color, it technically will contain your desired percents, but the color will look nothing like either one - except for the general hue.
You can merge swatches together to preserve opacity, but not transparency. Swatches will change to the first selected spot color prior to activating the Merge Swatch option. The Merge Swatch option can be found in the swatch palettes options menu.
Make shapes in those three colors just like you have in the picture.
Have your spot color ready in the swatches.
Select one of the shapes (the one with 20%) and do: Select > Same > Fill Color (or what suits best).
Set it to the spot color but move the tint to 20%.
To all the same way
Look into the Recolor Artwork command.
I just wanted to add á little. You probably know already. You ask about spot colors but your picture shows global colors.
Global color has a white triangle in its icon
Spot color has a white triangle and a dot in its icon. It will be printed separatly each spot color. Like for instance Pantone.