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I am trying to explain to a friend the scale of 40k. How does this sound?

The closet analog the world currently has is WW2.

Most people in peaceful areas (or even war torn areas) of the world today cannot begin to imagine the scale of combat during the WW2,. For example during the battle of Stalingrad estimates put the death toll at about 2 million combatants from six different nations. In all of the combined forces of the active US Armed Forces there are roughly 1.5 million people. The death toll was so high for the Soviets that 80% of men born during 1923 didn't survive the war.

Now image that in 40k terms of 40k. Where that is average for a small skirmish, on a single battle. Know image that all over a planet, and times that by several thousand planets. You begin to get an idea of the scale of 40k.