I got a 40 conversion kit and a .357 barrel and wanted to make sure that was all I need. Specifically do I need a main spring for the 357? I know the mags are compatible.

If you look at all the individual parts for both calibers on SIGs website, the only one different is the barrel. Same slide, same recoil spring assembly and same magazine. Different barrel.

My P320 FS started as a 40S&W, and works just fine with the 357 Sig barrel.

I use 357 and 40 interchangeably in the proper P320 slide with nothing more than a barrel switch.

(If you mean the recoil spring, that's the same for both cartridges as well. Strictly speaking, the P320 does not have a main spring, which is usually considered to be another term for hammer spring.)