Want to get out there and play in a group of connected missions with your 40k armies? Then you'll want to head over to the Games Workshop website as they've started releasing free pdfs of various campaigns from the Forge World series of books.
From the article:
We’re thrilled to announce that campaigns from the Age of Darkness are now entering cyberspace in a new series of free, downloadable PDFs straight from the studio behind Forge World’s monumental campaign books.
These mini-campaigns will be known as Exemplary Battles of the Age of Darkness – and they represent pivotal conflicts from the Horus Heresy.
The tour de force that is the Siege of Terra is unfolding as we speak in the Horus Heresy Black Library series, but connoisseurs of this galaxy-spanning conflict will know that there’s much more to the Age of Darkness than primarchs duking it out over space ports.
Indeed, the Horus Heresy game allows players to recreate pivotal battles of all kinds and sizes, from small ship-boarding actions to colossal planetstrikes.