I am getting a vibration in the wheels when I put on the brakes when braking at 35 to 40 mph.
The likeliest source of this is warped brake rotors. A shop can check this for you using a dial gauge.
if only when braking yes- warped rotors is likely.
Be sure it isn’t on acceleration as well- that could be tire out of balance.
If this started after a shop did some wheel-related work, some chance removing the wheels and re-installing them with the proper torque in the proper order, in 3 rounds might help. Unlikely to solve it, but pretty easy to do.