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For example, I see this model: http://www.forgeworld.co.uk/Warhammer-40000/Orks/ORK_VEHICLES/GROT-BOMB-LAUNCHA.html

But it's not in the codex. Do I just pretend it's something else or is there a supplementary codex I am unaware of I should buy for forgeworld stuff? Sorry if this is a noobie question.

Forgeworld make there own books with rules and backstory for their models. They're called Imperial armour books. For the model you're looking at, I'm guessing it's probably this book:
http://www.forgeworld.co.uk/Warhammer-40000/Imperial_Armour_Books/IMPERIAL-ARMOUR-VOLUME-EIGHT---RAID-ON-KASTOREL-NOVEM.html
And they have rules for their superheavies here:
http://www.forgeworld.co.uk/Warhammer-40000/Imperial_Armour_Books/IMPERIAL_ARMOUR_APOCALYPSE.html
Hope that helped!

There's a really awesome list here showing the most recent rules iteration of every Forge World unit. It gets complicated because they've reprinted some non-super-heavy unit rules in their Apocalypse books, and then it gets super double complicated because they first published Imperial Armour Apocalpyse, then Imperial Armour Apocalypse 2nd Edition, then ANOTHER book also called Imperial Armour Apocalypse that's significantly different. It appears that the most recent rules for the Grot Bomm Launcha is in the 2nd edition book.