I never saw the need to marry and am now approaching 40. Is it better to adopt or have donor inseminations?

Gather more info. I think there are multiple areas for you to explore... health, mental health and finances. You can get started with this pregnancy predictor if you are thinking about donor sperm and IUI. https://www.sartcorsonline.com/Predictor/Patient.
Your choice. This decision, and the other options that you have, are too personal to be made by anyone but yourself. Your wish to be a mother is laudable. I prefer the single life myself, and have devoted much of my time away from doctoring to provide care, support, and guidance to younger folks in my community whose natural parents can't meet their needs. Think hard, and i know you will choose well.