If you want some of the content, but not all, once you've decided, follow these steps:
Go to your Dawn of War - Soulstorm folder, and delete the Codex folder
Firstly the codexcore set must be downloaded and extracted:
Gamefront.com
This is a REQUIRED set for any of the modules.
Then the new (or amended) races are available as follows:
Adeptus Mechanicus:
Gamefront.com
Blood Angels:
Gamefront.com
Grey Knights:
Gamefront.com
The Lost and the Damned (Chaos Renegades):
Gamefront.com
Chaos Daemons:
Gamefront.com
Space Wolves:
Gamefront.com
Dark Angels:
Gamefront.com
Chaos Legions:
Gamefront.com
Xenos Races (Eldar, Dark Eldar, Orks, Necrons and Tau):
Gamefront.com
Imeprial Forces (Space Marines, Imperial Guard, and Sisters of Battle):
Gamefront.com
These are updated as per 3.2 hotfix (mostly)
Simply download what you want, and extract to your soulstorm directory, then select 'Dawn of War: Codex' from the ingame manager.