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I couldn't really find a beginners thread, so i didn't know where to post this. Mods, feel free to move it to the proper section of the forum, if i'm in the wrong place here.

So anyway, i started this hobby very recently and decided to build a Space Marine army (like every beginner probably). Is it allowed to add Grey knights, Blood Angles, Dark Angels and Space Wolves to my SM army? Cause they seem to be sold as being different factions?

They are different factions each with their own codex. Under the current rules you can have more than one faction in an army (see allies section of the main rulebook) but you will need a different codex for each faction. Also note that the move to 8th edition is coming relatively soon and it has already been confirmed that all codexes will become obselete so you may not want to buy one.

Each of those chapters has their own codex, as they are very different to the majority of the other chapters.
As said, you can add allies from one chapter in a force of another.
There's only your opponents stopping you from proxying your SM models as Space Wolves or one of the others. If you want to use one of them, just make sure they know which you are using.
But, until 8th drops, the best way to run those chapters is using the correct codex for them.