Each Company come in a box with all the rules for that faction.
The Larger box sets also include the rules, a playmat, tokens and miniatures.
More factions are scheduled for release.
The best place to start would be the 2 player starter set.
Facebook: Kings of War Champions Fanatics Group
Youtube: Kings of Wars Champions How to Play (Playlist) by Mantic Games
Youtube: Kings of Wars Champions Is It Worth It by Raziel