Not really.
This is the 3rd-4th WH game that I'm playing and I still don't know shit about its universe/lore etc.
It's certainly hard to nail it down properly in less than a 5000 word essay (maybe 10,000) but if someone asked me for the key points it would be:
Set 40,000 years in Earth's future. Humanity controlled by a religious, authoritarian, fascist Imperium that worships a corpse who used to be a superhuman. Main faction are the Space Marines, who either serve the Imperium, or the main antagonist Chaos which comes from a hell dimension. The Imperium is also beset on all sides by multiple alien races, across the whole galaxy.
Also, there are flying cherubs, because somebody once invented AI, back when the world was basically Star Trek.
And there are cathedrals on legs.
And sentient fungus that thinks painting something red makes it go faster. Which is correct.