Kilkrazy is right and I really think you should not write an article on copyright when the whole thing is confusing you completely. That article would help nobody (except to slowly educate you on the topic).
BUT if I wrote my own story on my computer, that would be OK. And if I sculpted my own stuff that would be OK. And if I wanted to give away either, that would be OK. I think. And selling it second-hand would be OK too. I think.
If your "own story" is not related to Games Workshop in any way (or any other work) then you may publish it, license it, and sell it because then you have the copyright. But if it is related to Games Workshop material then you theoretically have no right or license to do anything with it (except for anything that falls under fair use rights (which again differ from country to country)). This mean that even fan work is theoretically forbidden (as you would be publishing derivative work without a license) but practically most companies do not hunt down fans for non-commercial work (fan art, conversions,...) for publicity (big bad bully company) as well as financial reasons. They could force you to cease and desist with your non licensed work but that would not really be cost effective (and their lawyers have better things to do).
The TMNT game: Getting unique miniature sculpted could fall under artistic expression in some cases and be legal (depends on your country). So you having these miniatures and playing a game you invented with them could be legal. If you then were to start posting battle reports online and distributing the rules and miniatures the IP owners could find it and either grant you an license for free, a fee, and/or royalties and probably get some positive brand recognition in some niche subcultures (TMNT miniature gamers, toy collectors?) if they want. Or they could work to stop you from distributing that game as they could have sold and exclusive license to someone else and thus be in no position to grant you the license (and being held accountable for not stopping you if they know of your work).
But of course they no not need a reason to (not) stop you from doing this to their IP. In contrast to this stand trademarks where you can lose your trademark if you do not defend it (implying that it is not an unique identifier for you products). This being the reason why companies like Adobe and Google do not like it when their names and products get used as verbs.
That's at least how I understand it to work (to some degree) as I am not a (IP) lawyer (just very curious about the whole topic and especially the more surreal things it creates) and the whole topic can be deconstructed in too many way and points of view.
Try googling (I mean a Google searching

) or look on Wikipedia for stuff like IP rights, copyright, license, derivative work, patent, trademark, copyleft, creative commons, public domain. And
Kilkrazy already mentioned it, try relevant government agencies (copyright.gov for the US copyright office).
Abandonware is just a subcultural convention regarding old software. Legally it falls under copyright infringement although companies accept it for the most part as it does not tend to damage buying habits for software (often old
OOP games). That is something that other industries (film, music) do not agree with.
I hope this post make some sense.