I think this is best exemplified by one particular episode of the YouTube "Primitive Technology" series: https://www.youtube.com/watch?v=VVV4xeWBIxE . In this video, the creator builds a forge blower from sticks, leaves, stones, and vines. All materials that would've been available to primitive man 40,000 years (or more) ago...
...but the forge blower wasn't known to human kind until the 1600s! In other words, the creator of the "Primitive Technology" videos was able to build a forge blower because he knew about the concept (and, presumably, the principles of pressure and centrifugal force that make it all work). Those had to be discovered through thousands of years of an arduous process of trial, error, analysis, and teaching.
So, the Einstein of 40,000 years ago likely existed, but he may have only been able to discover and convince others to, say, pre-burn wood to generate charcoal. In terms of an advancement over existing technology, I'd argue such an advance would be even more significant than General Relativity, and yet it's technology that we can run down to the corner store and procure for $5 a bag today.