You could use Series.str.replace
:
import pandas as pd
df = pd.DataFrame(['$40,000*','$40000 conditions attached'], columns=['P'])
print(df)
# P
# 0 $40,000*
# 1 $40000 conditions attached
df['P'] = df['P'].str.replace(r'\D+', '', regex=True).astype('int')
print(df)
yields
P
0 40000
1 40000
since \D
matches any character that is not a decimal digit.