"The Sisterhood is divided into two militant convents. [...] Each convent has its own fleets and runs its own affairs in much the same way as the Space Marine Chapters".
Now, that is admittedly some pretty old info, as the 2E Codex Imperialis is almost 20 years old by now. On the other hand, this never got contradicted by newer material, and
WD #292 that accompanied the 2003 Codex Witch Hunters specifically pointed out that all this old fluff was still valid ("with this Codex, we've aimed to remain faithful to the rich history of the Sisters of Battle and the Ecclesiarchy, but we've also aimed to move the story on - not by contradicting anything previously published but by expanding the background in directions not yet explored").
Furthermore, another line from
WD #292,
"whole companies of Battle Sisters travel out to warzones, to the fortress-monasteries of the Adeptus Astartes, to the fleets and to the scattered worlds of the Imperium", whereby I assume that "fleets" would include, if not refer chiefly to the Imperial Navy, whose members may be subject to purity control tests as any other fighting arm of the Imperium of Man. And finally, with senior Navy officers also being under potential influence of high-ranking Ministorum clerics, I would think that not having their own ships would significantly make one of the most important tasks of the Adepta Sororitas a great deal more difficult - that of policing the Ecclesiarchy itself.
Now, I would
presume that the first quoted line only holds true for the Major Orders, though, with the Minor ones relying on either their maternal Orders Maioris, the Inquisition and/or the Imperial Navy to help them get around (which does not seem to happen very often, as the Minor Orders appear to be rather small and locally limited, with only the six big Major Orders being active throughout the galaxy in
GW's fluff). Also, both the Convent Prioris as well as the Convent Sanctorum do not house a Minor Order Militant, which have their own smaller convents elsewhere in the galaxy.
As a sidenote, let us also keep in mind that the Sisters of Battle would not be the only Imperial organisation aside from the Navy to have its own fleets - the Adeptus Arbites have their own ships as well, as does the Adeptus Mechanicus, or the Adeptus Astra Telepathica. Indeed, I believe that whenever reliance upon Naval transport is mentioned, the only Imperial Adeptus mentioned to be thus dependent is the Imperial Guard, and likewise whenever the Navy's duties are listed, you only ever read about them shipping the Imperial Guard from world to world, but no other force.
Like the 6E rulebook notes,
"all shipping within the Imperium falls under the purview of the Imperial Navy, with the exception of that carried out by the Adeptus Astartes and a few other Adeptus organisations."
Of course, once we delve into the subjective opinions of freelance authors as they are published in various Black Library novels,
FFG's
RPG or the
PC games, there are all manner of different interpretations regarding this topic. I actually like Dawn of War's idea of the Sororitas having their own Lightning strike fighters and Aquila landers, so whilst not proclaiming this as part of
GW's vision on dakka (as specific types of craft were never mentioned in studio fluff), I have adopted it into my own personal interpretation. James Swallow's Red & Black also mentions them using Arvus lighters. And then there was Daemonifuge with the Ecclesiarchal flagship "Hammer of Thor", a Mars-class cruiser permanently seconded by the Navy and recommissioned over Ophelia VII.
As for ground vehicles, in addition to the Rhino there are also Immolators and Exorcists, as well as Forgeworld's Repressor IFV. Again from Black Library interpretations, Hammer & Anvil also gave them a transport variant of Forgeworld's Tauros Venator jeep that can carry up to 5 Sisters in power armour, including the driver, although the novel mentions that it is not comfortable for those having to share the passenger deck.
[edit] As an addition to the first segment of this post, here is another small bit from the
WH Codex, which I noticed just now out of pure coincidence:
"The Imperium is criss-crossed by a complex network of pilgrim routes, and the Sisters are responsible for maintaining the safety of those that travel upon them. Many are the helpless travellers, set upon by raiders or outlaws whilst traversing the void or some isolated wilderness, who have been saved from a life of slavery by the timely intervention of the Adepta Sororitas."
When I first read that paragraph, I assumed that the Sisters would simply travel on the same ship as the pilgrims (which is still quite likely), but "timely intervention" sounds as if they would arrive from somewhere else rather than being already there. Matter of interpretation, I suppose.