WARMACHINE: Prime and HORDES: are two versions of the basic rule book. Either one is enough. The rules are also available for free download.
Apart from that, you'll need the rules for the models you're going to play. Those can be downloaded for free at http://cards.privateerpress.com/
. Alternatively you can download the WarRoom 2 app.
Other than that, you'll need models, at least about 5 six-sided dice, a tape measure with inches on it, potentially card sleeves and a marker, templates (spray and blast, also printable from the rulebook I think) and some tokens to represent resources and effects.