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It is possible, but it's not as straightforward as it was in the salad days of Codex: Daemonhunters and Codex: Witch Hunters. Nowadays if you want that kind of army you need Codex: Inquisition (which gives you access to Inquisitors and henchman warbands) and Codex: Militarum Tempestus (Stormtroopers), plus the Adepta Sororitas Codex if you want Sisters and the Officio Assassinorum book for the Temple Assassins. Note that even if you shell out for all these books you'll still struggle to build anything competitive out of them; the new vehicle rules, plus the profusion of Monsters and S5/6 shooting means Rhino mechanised lists aren't doing too well anymore, plus unit costings for the Sisters were inflated in the 5th Edition rewrite and haven't been fixed since.
There isn't really any single Codex today that plays like the old Inquisition books did. Codex: Space Wolves is probably closest, but it's hardly an "Inquisitor and Storm troopers" army.
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