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The basic rules are free on GW's website, but I suggest you get the full rulebook. You will also need the Index or Codex for your army. Eldar do not have a Codex, so you need Index: Xenos 1 if you pick them. If you go for Chaos Space Marines, you can skip the Index and go straight to the new Codex. As for units, the Start Collecting boxes are a good way to start.

PS: This post would probably be more appropriate in the 40k General Discussion forum