Okay, here is the brief rundown of 40k.
Marines: Emperors shock troops, they do not eat souls, and no, they are not nazis. i do believe the sculpture is a deathwatch marine from the templars.
Chaos: Daemons and evil space marines, some do eat souls.
Imperial guard: normal humans with laser rifles (commonly known as flashlights where i play) these guys work in hordes.
Orks: big green and stupid. googd at CC, bat ranged.
Tyranids: Bugs! lots of BUGS!
Eldar: a very advanced race of space-elves. kinda. they are very nasty.
Dark eldar: bad eldar.
Tau: advanced aliens, very much like modern troops is the way they work.
Necrons: think the terminator, only better.
Sisters of battle: female space marines, with a taste for flamethrowers.
thats all i believe.