Um...it's $39.95, and it can be purchased on a CD or downloaded from a company called Lone Wolf Development.
http://www.wolflair.com/
They have strict licensing policies, so I highly doubt someone would even be able to get you a free copy of the full version. The website does have a free demo for download, however. It limits how many systems, options, and units you can select, but it gives you a feel for the program nonetheless.
You can then decide from there if you want to purchase it.
And yes, it has all of the
40k,
WHFB, Warmachine, Hordes, etc. games on it. The website also has mods, patches, and updates all the time.