The 940 never had the coolant level sensor fitted but the later 940s used the same coolant tank and instrument panel layout as the 960/S90/V90 that did.
There is an article
here that takes you through the process of fitting one.
I fitted one some years ago with parts sourced from another forum member and it saved the engine on a number of occasions when a hose split or heater valve failed etc.
The easiest way is to use parts from a donor 960/S90/V90.
You need the connector that attaches to the reed switch sensor in the tank, which has two wires. One is the ground which goes down to an earth block behind the O/S lights and the other goes to the back of the instrument cluster.
You also need one of the crimped contacts extracted from an instrument panel connector (yours will have an empty bay) and a lamp and lamp holder for the warning light.
With these parts it is a fairly easy, although fiddly, job to fit and the result is this when you turn the ignition on:
If you shine a torch at your instrument panel you could probably see if it has the coolant lamp position (to the right of the ABS).