Once you decide what army you want to play with you need to know the basics for actually playing Warhammer 40k. Warhammer 40k is a turn based table top game. There are usually six turns in a game, unless stated otherwise. It is essencetial that you get the 40k rulebook. This cite provides an oversimplified explanation on how to play. A player is able to move, shoot and assault during their turn. The turn sequence is as follows:
The open phase is when the two players choose sides. There are many ways of choosing sides and many are dependent on game type that you are undertaking. For just a standard stand and shoot and see who has the most points at the end, a simple die role will suffice. Whoever roles the highest gets to either choose the starting side or choose the turn sequence. If you choose the side your opponent gets to set up before you. If you let the opponent to choose the side, you are able to set up first. For the exact rules on how to deploy your forces refer to the rulebook. It is usually better to set up last because you will be able to position your army in response to your opponents positioning. Note that if you set up second your first turn will be after your opponents. This means that they will be able to move their forces first.
Once you have deployed your forces, it is time to start the game. The game starts with a players movement phase. During this phase the player is able to move all of their forces. Note each unit type has a specified movement. For the standard infantry type the movement is 6 inches. This is when you are able to start your advance, take cover, or sit still and wait.
This is the second part of your turn.