Since this is a Cat engine, I'll disagree a bit.
15W-40 is a standard choice for Cummins engines in regions where the temps dip below freezing occasionally. Plain SAE 30 is generally good down to about 32 F, whereas the multi-grade SAE 15W-40 is good down to about 10 F. The difference is on the "40" end, where a 15W-40 remains thicker (more viscosity) at operating temperatures than a 30-weight oil.
Your Cat manual should specify a temperature range for the oil choice. If Cat specifies SAE 30 for warmer climates, I'd be looking for a 5W-30 or 10W-30 for colder climates. Those still work fine if it isn't cold - the oil acts like plain SAE 30 in warmer weather. I would not choose any 40 weight oil IF Cat recommends 30 for normal operation, but 5W-30 or 10W30 is equivalent. 40 is not exactly harmful, but it is less than optimal if the engine is spec'ed for 30, and you should have no difficulty finding a API CJ4 type oil in 5W-30 or 10W-30. It's not as common an 15W-40, but still widely used. If your favorite store doesn't have it, shop elsewhere. There is no need to accept a less-than-optimal grade of oil. Tractor Supply Corp is one good source for various grades of oils.
All that said, I suspect if you look again at your Cat manual, you will find that it recommends different oil viscosity for different temperature ranges. 15W-40 may well be one of them. If so, using the 15W-40 will be fine. You should choose the viscosity based on the temperature ranges you may encounter.