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Painting the whole box as ultramarines is fine.
Frankly, it doesn't take much effort to build an army which can be used in age of darkness or 40k games - avoid things like legion heavy support squads, or razorbacks, and you'll be fine
If you are new to the game, I suggest to start with 40k.
As said, you'll need the rulebook and a codex. I suggest to take the vanilla SM codex and start from there.
30k, on the other hand, is too special.
Former moderator 40kOnline
Lanchester's square law - please obey in list building!
Illumini: "And thank you for not finishing your post with a "" I'm sorry, but after 7200 's that has to be the most annoying sign-off ever."