It's a mix of mandatory story-related sequential missions interspersed with optional randomized simple side missions. Troops gain better stats with experience and can equip different weapons, but limited to codex compliancy (e.g. you can't equip a whole tactical squad with heavy bolters, even if you had enough). You can also find unique weapons with better stats hidden in some missions. The story is pretty basic WH40K fluff, moved forward in the form of technically pretty good cutscenes for the time, but with sometimes beyond corny dialogue. Overall a very good game with lots of tactical options, but quite hard bordering on the unfair on the higher difficulties.
This game has some potentially forgiveable flaws, like remainders of its console past (the camera, controls and UI are useable at best with mouse and keyboard) or enemy turns that take forever, but the real problem is that it's just frustratingly hard, and not in a challenging way that makes you want to get better, but in the random "here take this sequence of 10 critical hits in a row" way that you can't really do anything against. At times it seems like the game has a killswitch or something, and when it's engaged, your warband will simply be killed, no matter what you try. But that's not all. I mean, you regroup and try another mission, right? Might have better luck then. The problem is, the enemy stole your equipment when you lost, and half of your warriors suffered serious injuries that not only make them unable to join any mission for x days, but also come with permanent stat decreases, if they didn't just outright die. Oh and if you can take all that, well, injuries also come with an additional gold cost for treatment. HOW FUN. Oh, yeah, you also can't load an older game to offset those bullshit 10 sequence crits, because the game has only 1 save slot per warband and automatically updates it every action that happens. It's a shame, though, because the core gameplay is solid and setting/atmosphere are great.
It's actually a pretty good game. Read some of the other reviews to learn what it's doing well, because I'm only going to focus on what I think is a major flaw: the random difficulty spikes. Now I have nothing against hard games, I've played lots of them. There is a difference between challenging and frustrating, though, and a few games are missing this distinction. If the player has no possible course of action to survive an encounter, it's not challenging. So you are on a level 4 derelict, happily slaying monsters and bots left and right with nary a scratch to your squadmates' shields, and suddenly a serpentwurm turns around the corner with two other powerful allies. Together they have easily 5 times the health of your previous encounters, and of course they also wield devastating attacks and abilities that can shut down your whole team. How is that challenging? How is that fun? It's not even a boss encounter, just bad luck with the random number generator. I know balancing difficulty is one of the hardest things in games, but it's also one of the most important things to get right. This would easily be a 4+ star game without this flaw.
It's a well crafted JRPG, with a long winded story that starts veeeeeeery slowly. The world is well designed and full of little details that make it feel alive. The battle system is quite streamlined and refined, and features an automatic difficulty rescaling of battles you have lost, if you immediately hit "Retry" (this is also quite necessary, because battles vary wildly and unpredictably in difficulty). TL;DR: Solid JRPG, nothing special, impatient players should keep away.