I used to run a 40K game. I generally ended up making my own tokens though. For bulk Enemies, i would use a racial symbol, just tweak the size and use the tint to change colors. For important NPC's i made tokens from random artwork I found on the internet. I basically just created a small square graphic in photoshop with a ring around it, center the image, clean the edge off so it was round, and then color-code the ring. It worked pretty well and didn't take me long to make new tokens once i found source art. It's tough to find specific assetts because most of that stuff is owned by games workshop, so no one can really sell branded warhammer stuff and roll20 is probally far below their radar.
