Start by deciding how much protein you want to run in each lane in micrograms, then calculate what volume of each of your protein solutions is needed to contain that much protein. You also have to consider what volume of sample can be loaded in a lane.

For example, suppose you want to run 50 µg/lane. That requires 1.25 µl of 40 mg/ml and 2.5 µl of 20 mg/ml, ..., 20 µl of 2.5 mg/ml. Suppose you can load at least 40 µl/lane.

Add a volume of whatever buffer the dilutions were made in to bring all the volumes up to the same level at twice the final protein concentration.

The most dilute sample is 20 µl of 2.5 mg/ml, so all the samples should be brought to 20 µl with the protein buffer.

After that, all of your samples are the same volume and the same buffer composition. Then you can mix an equal volume of each sample with the same volume of 2X sample buffer:

20 µl of sample + 20 µl of 2X sample buffer = a 40 µl sample containing 50 µg of protein.

What do you mean by “to keep the sample concentraion same “? Lets say you want to load 10ug of each of these. The volume of each dilution can be calculated which would contain 10ug protein. Now whatever the volume comes out just add equal amount of 2X loading buffer in it.