In the game, command your own Imperial Knight through 40 single-player campaign missions. There's also special objective missions to play as well, plus daily events. As you play, you can get gear to upgrade and customize your Knight. The game's basics are free to play, and you can play through the whole game without spending a dime. Of course, if you'd like to get some of the extra features, you can purchase those.

As a tie-in, Games Workshop is selling an Imperial Knight Warden kit complete with a special transfer sheet based on the Knight from the new game.
Freeblade Source
Knight Warden and Transfers Source