4 races. Space Marines, Chaos, Eldar, and Orks.
Basically the premise goes as such: The Emperor is an immortal being created by ancient shamans pooling their life forces into one reincarnation of their collective souls, on Earth 10,000 years ago. He's been alive for the the next 50k years or so, influencing world events by taking the guise of both powerful political figures and the average man. The Emperor has a powerful aura about him that draw people to him.
Anyway, eventually The Emperor felt the need to reveal himself to the world. He shared secrets of technology and allowed humans to progress faster with space travel. He also felt the growing threat of The Warp, this other dimension where powerful daemonic creatures have their home. The Warp can be manipulated by psykers, beings that have evolved a bit past normality. To attempt to counter this threat, The Emperor poured his life energy into the creation of a group of super beings, genetically near-perfect entities that would be the basis for an army of incredibly powerful soldiers. Shit happens, though, and The Emperor is betrayed by his confidant Horus, who fights him in a duel and nearly kills him. Also, those super beings the emperor created were blown the fuck up or dragged into the warp or something (I forget), and The Emperor didn't have the power to recreate them.
SO, bits and pieces of the bodies of those super beings was recovered, and the dna was used to create some really strong guys: the Space Marines. The Emperor grew weaker and weaker, and had to be encased in the Golden Throne in order to survive. Eventually, in order to sustain his life, 10,000 psykers every day had to be sacrificed to keep The Emperor alive (he's the most powerful psyker in the universe, he facilitates all space travel of the Imperium by mentally guiding their ships through the Warp).
So, lessee, some Space Marines betray and run off into the Warp, being twisted and corrupted by it. They become Chaos Space Marines. They pretty much ally themselves with daemonic entities of the Warp and attack the Imperium.
Eldar are this old species that once ruled known space, but their empire collapsed into itself and is now scattered. They're aliens with advanced technology but not a lot of coordination in numbers.
Orks are aliens that know or want nothing except war. Nasty green dudes, the bigger the stronger, and the bigger the higher up the heirarchy.
That's a basic primer for Warhammer 40k's universe and the factions included in Dawn of War. W40k also involves a bunch of other factions: Imperial Guard, the Inquisition (Daemon Hunteres, Witch Hunters, and Alien Hunters), Necrons, Tyranids, Tau, Dark Eldar. Hopefully we'll see a couple more in an expansion.